+1.0%
BAX vs TSLQ
-49.1%
+50.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -0.7% |
| 7D | -5.4% | +5.7% | -11.1% | -5.1% |
| 30D | -12.4% | -21.1% | +8.7% | -13.4% |
| 3M | +19.1% | -11.5% | +30.6% | +18.5% |
| 6M | +38.6% | -14.9% | +53.5% | +37.7% |
| YTD | +26.7% | +2.4% | +24.3% | +27.0% |
| 1Y | +1.0% | -49.8% | +50.8% | +1.9% |
| All | +1.0% | -49.1% | +50.1% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TSLQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling